摘要
文章从持续期的最基本形式Macaulay模型持续期出发,分析当放松Macaulay持续期限制条件时得到的改进的修正持续期、Fisher-Weil持续期、凸度等模型,将各模型进行对比和评述,分析其各自在运用过程中的局限性。
From the most basic forms of duration Macaulay model, we analyzes modified duration, Fisher - Well duration, convexity and other models which are improved by relaxing restrictions of Macaulay duration. Through the derivation and contrast of the models, we can realize the duration model limitations.
出处
《华东经济管理》
CSSCI
2009年第4期66-68,共3页
East China Economic Management
基金
重庆市高职高专教育教改试点专业建设资助项目(渝教高200611)
重庆教育学院科研课题(重教院教200719)
